+32.4%
SWKS vs EFX
+63.8%
-31.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.1% |
| 7D | -2.7% | -2.2% | -0.6% | -1.9% |
| 30D | +8.5% | +29.2% | -20.7% | -4.4% |
| 3M | +17.3% | +3.5% | +13.8% | +13.4% |
| 6M | +25.1% | +7.8% | +17.3% | +16.4% |
| YTD | +33.3% | -12.4% | +45.8% | +35.2% |
| 1Y | +22.9% | -8.2% | +31.1% | +21.3% |
| 3Y | +5.5% | +4.7% | +0.8% | -3.5% |
| 5Y | -41.9% | -32.0% | -9.8% | -36.1% |
| 10Y | +32.4% | +69.1% | -36.6% | -8.4% |
| All | +32.4% | +63.8% | -31.4% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling